Conflated TCP Book Management Messages for Market by Price (MBP)

This test verifies that your application can properly receive and process book management information.

 

1. From the Contract drop-down, select the desired contracts if the contracts are not already locked.
2. Select START TEST.

 

• Conflated TCP Book Management Messages for Market by Price (MBP)
• Conflated TCP Book Management Messages for Market by Price (MBP) (Snapshot Only)

Conflated TCP Book Management Messages for Market by Price (MBP)

 

• To run the Conflated TCP Book Management Messages for Market by Price (MBP) test:

1. AutoCert+ will build a book.
2. Over a TCP MDP connection, submit a MarketDataRequest message for all instruments.
3. Receive a SnapshotFullRefresh message.

4. Enter the quantities and prices on the book for the first instrument (non implied).

• tag 270-MDEntryPx
• tag 271-MDEntrySize

5. Receive a set of orders for the second instrument
6. Receive cancellations for orders
7. Enter the quantities and prices on the book for the second instrument (non-implied).

• tag 270-MDEntryPx
• tag 271-MDEntrySize

 

Conflated TCP Book Management Messages for Market by Price (MBP) (Snapshot Only)

• To run the Conflated TCP Book Management Messages for Market by Price (MBP) (Snapshot Only) test:

1. AutoCert+ will build a book.
2. Over a TCP MDP connection, submit a MarketDataRequest message for all instruments.
3. Receive a SnapshotFullRefresh message.

4. Enter the quantities and prices on the book for the first instrument (non implied).

• tag 270-MDEntryPx
• tag 271-MDEntrySize